A theorem on the strong law of large numbers for linear functions of concomitants (induced order statistics) for sequences of independent identically distributed two-dimensional random vectors is proved in this paper. The result complements previous work by S.S. Yang (1981) and N. Gribkova and R. Zitikis (2017, 2019). The proof is based on the conditional independence property of the concomitants established by P. K. Bhattacharya (1974); the van Zwet strong law of large numbers for linear functions of order statistics (1980) is used and classical inequalities apply, including the Rosenthal inequality (1970).

Original languageEnglish
Pages (from-to)282-286
Number of pages5
JournalVestnik St. Petersburg University: Mathematics
Volume53
Issue number3
DOIs
StatePublished - 1 Jul 2020

    Research areas

  • concomitants, induced order statistics, linear combinations, strong law of large numbers, ORDER-STATISTICS

    Scopus subject areas

  • Mathematics(all)

ID: 69947040